New York City | Interest Rate Quant Analyst | Top Analytics House
The group are looking for a talented and experienced Interest Rate Quant Analyst, who is looking for a new challenge and promising long-term career. This Analytics House is widely known for their cutting edge and forward thinking approach to finance; with their advanced modeling techniques and reputation for staying ahead of their competitors, they are without a doubt at the forefront of the market.
Responsibilities:
-Supporting the Interest Rate business on a daily basis, working as the main source of contact for the Quant team.
-Candidate will be expected to oversee a variety of projects, which will involve supporting the trading desk.
-Will be expected to create pricing models and improve existing ones.
-Working with and maintaining smooth operations of the Analytics Library.
-Conducting price verification and risk management
Requirements:
-Previous experience working with Interest Rate Derivative products (will also look at those with Fixed Income experience)
-PhD Mathematics-Physics-Financial Engineering or other related topic from a top school.
-Strong coding skills.
-Good programming skills, e.g. C++, VBA.
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